Anic Equity¶

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Total return since start: 0.612 %¶

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Equity now: -----------------------------> 49233.33 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43305.14 Kr¶

PnL: ---------------------------------------> -1570.44 Kr¶

DD now: ---------------------------------> -7.317 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-22 15:01:14.795655'

Anic Portfolio¶

Today¶

Return: 0.029 %¶

This Week¶

Return: -2.991 %¶

Total portfolio value¶

Return including deposits: 61.177 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 -2.180000 1514.010000 91.010000 6.400000 1423.000014
JM 7 3.160000 960.400000 10.400000 1.090000 950.000002
Hennes & Mauritz B 6 0.390000 920.520000 8.520000 0.930000 912.000000
Nederman Holding 1 0.490000 207.000000 8.000000 4.020000 199.000000
Atrium Ljungberg B 5 -0.770000 896.500000 -7.500000 -0.830000 904.000000
Profoto Holding 7 -0.730000 572.600000 -9.400000 -1.620000 581.999999
ASSA ABLOY B 4 -0.730000 981.600000 -11.400000 -1.150000 993.000000
Eastnine 6 -1.650000 644.400000 -12.600000 -1.920000 657.000000
BioGaia B 8 -1.150000 890.400000 -13.600000 -1.500000 904.000000
INVISIO 15 -0.420000 3555.000000 -17.000000 -0.480000 3571.999995
Biotage 1 -0.830000 131.900000 -17.100000 -11.480000 149.000000
OX2 12 0.070000 891.600000 -17.400000 -1.910000 909.000000
Creaspac SPAC 40 -0.160000 3810.000000 -24.000000 -0.630000 3834.000000
Bufab 3 -0.680000 1051.200000 -24.800000 -2.300000 1076.000001
Alimak Group 12 -0.610000 976.800000 -30.200000 -3.000000 1007.000004
Investor B 3 -0.310000 626.850000 -31.150000 -4.730000 657.999999
Sandvik 4 -0.880000 814.800000 -33.200000 -3.920000 848.000000
Hexatronic Group 15 -0.350000 1037.700000 -33.300000 -3.110000 1071.000000
Vitrolife 3 -2.280000 643.200000 -33.800000 -4.990000 677.000001
AcadeMedia 20 -2.280000 944.000000 -34.000000 -3.480000 978.000000
Vitec Software Group B 2 -0.650000 1069.000000 -35.000000 -3.170000 1104.000000
Latour B 4 -1.060000 820.800000 -35.200000 -4.110000 856.000000
Hoist Finance 36 -0.920000 972.000000 -39.000000 -3.860000 1010.999988
Platzer Fastigheter Holding B 12 0.260000 912.000000 -39.000000 -4.100000 951.000000
Byggmax Group 33 -0.850000 926.640000 -40.360000 -4.170000 966.999990
Gränges 10 -2.010000 998.500000 -40.500000 -3.900000 1039.000000
SKF B 5 -0.530000 939.500000 -40.500000 -4.130000 980.000000
EQT 4 0.580000 832.400000 -40.600000 -4.650000 873.000000
Sagax B 4 -1.500000 842.800000 -42.200000 -4.770000 885.000000
Catena 2 -0.100000 762.000000 -44.000000 -5.460000 806.000000
Sagax A 4 -0.940000 840.000000 -46.000000 -5.190000 886.000000
Addnode Group B 7 -1.600000 858.900000 -46.100000 -5.090000 904.999998
HEXPOL B 8 0.450000 891.200000 -65.800000 -6.880000 957.000000
Orrön Energy 170 -1.250000 1950.750000 -95.250000 -4.660000 2045.999980
Hexagon B 26 -1.520000 3287.700000 -132.300000 -3.870000 3420.000012
VEF 788 -0.890000 1752.510000 -150.490000 -7.910000 1903.000300
Sedana Medical 93 0.650000 2577.960000 -405.620000 -13.600000 2983.577733
TOTAL 43305.140000 -1570.440000 -7.31738% 44875.578016

Updated:¶

'2023-06-22 15:01:31.201250'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶